Thanks messer454. I was hoping to take him out to a friend's farm once it warms up a little bit. I'm also planning on having plenty of ammo and "reactive" targets for him, since hitting paper would cause a lot of running back and forth. I like the idea of clays on cardboard. I was really thinking water-filled bottles / soda cans, but having a good variety will by fun for him. The hard part, for me, is going to be waiting to give it to him. I know once he knows he has it, he'll want to go out and use it right away.
He's been taught the Eddie Eagle (NRA) stuff about if he sees / finds a gun, "Stop, Don't Touch, Leave the Area, tell and adult". He also knows that if he wants to see or touch my guns, just ask. To him, guns and knives are just a part of life and there's no reason for him to go exploring for them on his own. He's my helper when I strip and clean the guns, so hands on and pointed in a safe direction is also something he's well aware of.